FimiRetirementStocksPortfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 11.11% |
ADP Automatic Data Processing, Inc. | Industrials | 11.11% |
CVX Chevron Corporation | Energy | 11.11% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 11.11% |
MRK Merck & Co., Inc. | Healthcare | 11.11% |
PEP PepsiCo, Inc. | Consumer Defensive | 11.11% |
PG The Procter & Gamble Company | Consumer Defensive | 11.11% |
TGT Target Corporation | Consumer Defensive | 11.11% |
XOM Exxon Mobil Corporation | Energy | 11.11% |
Performance
Performance Chart
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The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV
Returns By Period
As of May 17, 2025, the FimiRetirementStocksPortfolio returned -5.28% Year-To-Date and 11.81% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| FimiRetirementStocksPortfolio | -5.28% | 4.16% | -8.99% | -8.56% | 14.81% | 11.81% |
| Portfolio components: | ||||||
ADP Automatic Data Processing, Inc. | 9.68% | 8.58% | 8.43% | 30.46% | 21.40% | 16.31% |
PG The Procter & Gamble Company | -1.38% | -1.24% | -2.48% | -0.33% | 10.04% | 10.34% |
ABBV AbbVie Inc. | 5.50% | 7.19% | 13.63% | 16.04% | 20.07% | 15.60% |
CVX Chevron Corporation | -0.80% | 4.98% | -10.08% | -8.89% | 14.79% | 7.49% |
LOW Lowe's Companies, Inc. | -4.18% | 9.82% | -12.21% | 2.75% | 17.66% | 14.65% |
PEP PepsiCo, Inc. | -12.44% | -5.79% | -15.34% | -25.53% | 2.36% | 6.11% |
MRK Merck & Co., Inc. | -22.88% | -0.52% | -19.71% | -40.16% | 3.11% | 6.00% |
TGT Target Corporation | -25.61% | 10.22% | -33.42% | -36.46% | -1.48% | 5.39% |
XOM Exxon Mobil Corporation | 2.41% | 4.80% | -7.67% | -5.01% | 26.53% | 6.80% |
Monthly Returns
The table below presents the monthly returns of FimiRetirementStocksPortfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.79% | 1.90% | -1.66% | -7.44% | 0.33% | -5.28% | |||||||
| 2024 | 2.89% | 4.94% | 5.79% | -3.18% | -0.73% | -1.25% | 3.67% | 2.21% | 0.93% | -1.50% | 0.77% | -5.54% | 8.72% |
| 2023 | -0.48% | -1.79% | 1.69% | 2.70% | -8.13% | 4.58% | 3.76% | -0.72% | -3.21% | -5.00% | 4.20% | 3.81% | 0.47% |
| 2022 | 1.55% | -0.52% | 5.49% | 0.98% | -1.05% | -6.09% | 6.84% | -1.50% | -5.48% | 13.48% | 6.03% | -3.01% | 16.08% |
| 2021 | -1.58% | 4.22% | 7.63% | 1.14% | 2.95% | 2.88% | 1.88% | -0.45% | -1.99% | 11.01% | -2.19% | 6.41% | 35.82% |
| 2020 | -5.19% | -8.11% | -11.67% | 14.23% | 5.66% | 0.77% | 1.00% | 5.63% | -3.16% | -2.03% | 12.53% | 1.83% | 8.56% |
| 2019 | 3.10% | 5.30% | 4.64% | 0.23% | -4.15% | 5.34% | -0.55% | 4.38% | 1.44% | 0.73% | 4.48% | 2.22% | 30.22% |
| 2018 | 6.17% | -7.07% | -3.52% | 1.40% | 4.12% | 2.51% | 3.19% | 3.34% | 2.48% | -5.13% | 4.29% | -6.47% | 4.20% |
| 2017 | -1.51% | 1.62% | 0.61% | 0.60% | -0.32% | 0.22% | 3.52% | -1.59% | 5.57% | -1.10% | 3.13% | 4.06% | 15.52% |
| 2016 | -2.10% | 0.30% | 6.69% | 2.10% | -0.05% | 2.86% | 1.77% | -1.13% | -0.35% | -3.53% | 4.99% | 1.89% | 13.80% |
| 2015 | -3.09% | 3.67% | -1.28% | 0.94% | 0.13% | -2.56% | 0.13% | -5.57% | -1.52% | 8.59% | -1.09% | 0.05% | -2.27% |
| 2014 | -5.56% | 4.84% | 0.81% | 2.13% | -0.18% | 1.62% | -0.87% | 4.48% | -0.19% | 4.38% | 4.91% | -0.20% | 16.79% |
Expense Ratio
FimiRetirementStocksPortfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FimiRetirementStocksPortfolio is 1, meaning it’s performing worse than 99% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 1.61 | 2.32 | 1.33 | 2.59 | 8.88 |
PG The Procter & Gamble Company | -0.02 | 0.19 | 1.03 | 0.08 | 0.18 |
ABBV AbbVie Inc. | 0.57 | 0.96 | 1.15 | 0.87 | 2.07 |
CVX Chevron Corporation | -0.36 | -0.34 | 0.95 | -0.43 | -1.08 |
LOW Lowe's Companies, Inc. | 0.11 | 0.35 | 1.04 | 0.12 | 0.28 |
PEP PepsiCo, Inc. | -1.30 | -1.67 | 0.80 | -0.80 | -1.86 |
MRK Merck & Co., Inc. | -1.46 | -1.97 | 0.74 | -0.90 | -1.67 |
TGT Target Corporation | -0.90 | -1.09 | 0.84 | -0.56 | -1.81 |
XOM Exxon Mobil Corporation | -0.21 | -0.12 | 0.99 | -0.26 | -0.56 |
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Dividends
Dividend yield
FimiRetirementStocksPortfolio provided a 3.30% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.30% | 3.07% | 2.99% | 2.63% | 2.89% | 3.55% | 3.00% | 3.29% | 2.90% | 2.98% | 3.12% | 2.62% |
| Portfolio components: | ||||||||||||
ADP Automatic Data Processing, Inc. | 1.84% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
PG The Procter & Gamble Company | 2.50% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
ABBV AbbVie Inc. | 3.47% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
CVX Chevron Corporation | 3.50% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
LOW Lowe's Companies, Inc. | 1.96% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
PEP PepsiCo, Inc. | 4.11% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
MRK Merck & Co., Inc. | 4.15% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
TGT Target Corporation | 4.54% | 3.28% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% |
XOM Exxon Mobil Corporation | 3.62% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the FimiRetirementStocksPortfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the FimiRetirementStocksPortfolio was 34.56%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current FimiRetirementStocksPortfolio drawdown is 12.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.56% | Dec 30, 2019 | 58 | Mar 23, 2020 | 107 | Aug 24, 2020 | 165 |
| -17.57% | Oct 15, 2024 | 120 | Apr 8, 2025 | — | — | — |
| -14.99% | Jan 29, 2018 | 39 | Mar 23, 2018 | 107 | Aug 24, 2018 | 146 |
| -14.78% | Apr 21, 2022 | 41 | Jun 17, 2022 | 92 | Oct 28, 2022 | 133 |
| -14.53% | Jan 9, 2015 | 158 | Aug 25, 2015 | 142 | Mar 18, 2016 | 300 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | TGT | MRK | ABBV | PG | XOM | CVX | LOW | PEP | ADP | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.46 | 0.39 | 0.44 | 0.42 | 0.47 | 0.49 | 0.59 | 0.45 | 0.67 | 0.74 |
| TGT | 0.46 | 1.00 | 0.21 | 0.25 | 0.27 | 0.25 | 0.28 | 0.47 | 0.28 | 0.34 | 0.59 |
| MRK | 0.39 | 0.21 | 1.00 | 0.44 | 0.39 | 0.27 | 0.27 | 0.24 | 0.38 | 0.36 | 0.57 |
| ABBV | 0.44 | 0.25 | 0.44 | 1.00 | 0.33 | 0.28 | 0.27 | 0.27 | 0.33 | 0.36 | 0.60 |
| PG | 0.42 | 0.27 | 0.39 | 0.33 | 1.00 | 0.22 | 0.22 | 0.31 | 0.64 | 0.43 | 0.56 |
| XOM | 0.47 | 0.25 | 0.27 | 0.28 | 0.22 | 1.00 | 0.82 | 0.30 | 0.24 | 0.35 | 0.65 |
| CVX | 0.49 | 0.28 | 0.27 | 0.27 | 0.22 | 0.82 | 1.00 | 0.29 | 0.23 | 0.36 | 0.65 |
| LOW | 0.59 | 0.47 | 0.24 | 0.27 | 0.31 | 0.30 | 0.29 | 1.00 | 0.34 | 0.46 | 0.63 |
| PEP | 0.45 | 0.28 | 0.38 | 0.33 | 0.64 | 0.24 | 0.23 | 0.34 | 1.00 | 0.47 | 0.59 |
| ADP | 0.67 | 0.34 | 0.36 | 0.36 | 0.43 | 0.35 | 0.36 | 0.46 | 0.47 | 1.00 | 0.67 |
| Portfolio | 0.74 | 0.59 | 0.57 | 0.60 | 0.56 | 0.65 | 0.65 | 0.63 | 0.59 | 0.67 | 1.00 |